+3,794.8%
CAT vs A
+546.2%
+3,248.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | -31.2% | +3.4% | -34.5% | -31.9% |
| 3M | -34.7% | +23.8% | -58.5% | -39.1% |
| 6M | -39.5% | +49.0% | -88.5% | -47.4% |
| YTD | -1.7% | +29.4% | -31.1% | -10.7% |
| 1Y | -1.1% | +19.4% | -20.5% | -7.9% |
| 3Y | +143.9% | +66.2% | +77.7% | +101.9% |
| 5Y | +194.8% | +15.8% | +179.0% | +168.2% |
| 10Y | +739.8% | +326.1% | +413.7% | +413.5% |
| All | +3,794.8% | +546.2% | +3,248.5% | +1,377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling